in the following, is always a Polish space with Borel -algebra and is an -valued stochastic process. we assume that is a filtration generated by .
we say that has the markov property if, for every and all with ,
in the following, is always a Polish space with Borel -algebra and is an -valued stochastic process. we assume that is a filtration generated by .
we say that has the markov property if, for every and all with ,